114-0480/01 – Applied econometrics (APE)

Gurantor departmentDepartment of EconomicsCredits5
Subject guarantordoc. Ing. Jiří Balcar, Ph.D.Subject version guarantordoc. Ing. Jiří Balcar, Ph.D.
Study levelundergraduate or graduateRequirementCompulsory
Study languageCzech
Year of introduction2020/2021Year of cancellation
Intended for the facultiesEKFIntended for study typesFollow-up Master
Instruction secured by
LoginNameTuitorTeacher giving lectures
BAD0012 Ing. Ondřej Badura, Ph.D.
BAL112 doc. Ing. Jiří Balcar, Ph.D.
JAW127 doc. Ing. Jan Janků, Ph.D.
FIL03 Ing. Lenka Johnson Filipová, Ph.D.
PYT005 doc. Ing. Mariola Pytliková, Ph.D.
BRI0043 doc. Ing. Zuzana Schwidrowski, Ph.D.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Part-time Credit 0+12

Subject aims expressed by acquired skills and competences

The aim of the course is to apply econometric methods to real problems. Emphasis is placed on the perspective of professional users of econometrics and illustrates how empirical researchers consider and apply econometric methods. The aim is to equip students with broad and rigorous tools to (i) conduct an independent econometric analysis of the problems they may encounter in their work and (ii) make recommendations where appropriate.

Teaching methods



Compulsory literature:

DE VAUS, David. Surveys in social research. 6th ed. London: Taylor & Francis Ltd., 2013. 400 p. ISBN 0415530180. DISMAN, Miroslav. Jak se vyrábí sociologická znalost. Praha: Karolinum, 2002. 374 s. ISBN: 9788024601397 JAROŠ, Richard a Pavla PAUKNEROVÁ, ed. Nejen kruhy: vizuální přístupy v zobrazování dat a informací. Praha: Vysoká škola uměleckoprůmyslová, 2017. ISBN 978-80-87989-06-7.

Recommended literature:

HUŠEK, Roman. Aplikovaná ekonometrie - Teorie a praxe. Praha: VŠE, 2009. 346 s. ISBN 978-80-245-1623-3. NĚMEC, Daniel. Základy ekonometrie. Brno: Masarykova unverzita, 2009. 264 s. ŘEZÁNKOVÁ, Hana. Analýza dat z dotazníkových šetření. Praha: Professional Publishing, 2011. 224 s. ISBN 978-80-7431-062-1.

Way of continuous check of knowledge in the course of semester

ISP: Processing of a set of tasks through a seminar paper, test. For other students the same conditions apply.


Other requirements

Course requirements include active class participation and home-works, and a final exam.


Subject has no prerequisities.


Subject has no co-requisities.

Subject syllabus:

1. Introduction to economics and Stata, and its use for descriptive statistics. 2. Least squares method, linear regression and OLS estimator properties. 3. Credibility of estimation, hypothesis testing, measurement errors and feedback in the presence of stochastic variables. 4. Interpretation and comparison of models (including model selection criteria). 5. Basics of forecasting and simulation. 6. Heteroskedasticity and autocorrelation. 7. Principles of time series analysis and volatility (conditional and variance modeling). 8. Endogenity, estimation using instrumental variables. 9. Logit and probit models. 10. Multinomial models and models of ordered answers. 11. Integer data (Poisson regression model, negative binomial model, general integer regression), duration. 12. Tobit models (censored variables), treatment effects. 13. Linear models of panel data: fixed and random effects. 14. Linear models of panel data: static and dynamic models, incomplete panels (/ attrition), tests of non-stationarity and cointegration.

Conditions for subject completion

Part-time form (validity from: 2020/2021 Winter semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of pointsMax. počet pokusů
Credit Credit 100 (100) 51 3
        Test Written test 100  51
Mandatory attendence participation: -

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Conditions for subject completion and attendance at the exercises within ISP: ISP: A seminar paper (set of tasks), test.

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Occurrence in study plans

Academic yearProgrammeField of studySpec.ZaměřeníFormStudy language Tut. centreYearWSType of duty
2023/2024 (N0311A050012) Applied economics (S02) Economic Development K Czech Ostrava 1 Compulsory study plan
2022/2023 (N0311A050012) Applied economics (S02) Economic Development K Czech Ostrava 1 Compulsory study plan
2021/2022 (N0311A050012) Applied economics (S02) Economic Development K Czech Ostrava 1 Compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner

Assessment of instruction

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